+2,207.7%
CRM vs VEU
+188.0%
+2,019.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.9% |
| 7D | -4.4% | -1.4% | -3.0% | -3.1% |
| 30D | +28.1% | -0.4% | +28.6% | +28.6% |
| 3M | +48.8% | +2.5% | +46.3% | +43.9% |
| 6M | +28.3% | +11.1% | +17.1% | +12.9% |
| YTD | -6.0% | +16.5% | -22.5% | -21.4% |
| 1Y | +1.4% | +22.9% | -21.5% | -19.6% |
| 3Y | +11.8% | +73.4% | -61.6% | -37.1% |
| 5Y | -2.0% | +56.1% | -58.1% | -38.0% |
| 10Y | +239.6% | +153.0% | +86.6% | +36.2% |
| All | +2,207.7% | +188.0% | +2,019.8% | +695.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling